2 Offspring laws and extinction
An offspring law with support bound \(J\) is a sequence \(\theta =(\theta _j)_{j\geq 0}\) of nonnegative reals vanishing above \(J\) and summing to one. Its mean is \(m=\sum _j j\, \theta _j\), and \(\theta \) is subcritical, critical or supercritical according as \(m{\lt}1\), \(m=1\) or \(m{\gt}1\).
The generating function of \(\theta \) is \(f(s)=\sum _{j=0}^{J}\theta _j s^j\).
\(f(1)=1\), \(f(0)=\theta _0\), \(f\) maps \([0,1]\) into itself monotonically, and \(f'(1)=m\).
At \(s=1\) the generating function is the total mass of \(\theta \), while at \(s=0\) only the constant term remains. If \(0\leq s\leq t\), then \(s^j\leq t^j\) for every \(j\), and multiplication by the nonnegative weight \(\theta _j\) followed by summation proves monotonicity. Taking \(t=1\) shows that \(f(s)\leq 1\) on \([0,1]\), and nonnegativity follows in the same way from the nonnegativity of every summand. Since the sum is finite, we may differentiate it term by term. Evaluating the resulting derivative at \(1\) gives \(f'(1)=\sum _j j\theta _j=m\).
The extinction probability of \(\theta \) is
the least fixed point of \(f\) in \([0,1]\).
\(q\in [0,1]\), \(f(q)=q\), and \(q\leq s\) for every fixed point \(s\in [0,1]\) of \(f\).
Let \(A=\{ s\in [0,1]\colon f(s)=s\} \). The set \(A\) is nonempty because \(1\in A\), bounded below by \(0\), and closed because \(f\) is continuous. A nonempty closed subset of \(\mathbb {R}\) that is bounded below contains its infimum, so \(q\in A\). This gives both \(q\in [0,1]\) and \(f(q)=q\). If \(s\in [0,1]\) is any other fixed point, then \(s\in A\), and the defining property of the infimum gives \(q\leq s\).
\(q=0\) if and only if \(\theta _0=0\); in particular \(\theta _0{\gt}0\) forces \(q{\gt}0\).
If \(q=0\), then \(\theta _0=f(0)=f(q)=q=0\). Conversely, if \(\theta _0=0\), then \(f(0)=0\), so \(0\) is a fixed point in \([0,1]\). The minimality in lemma 2.5 gives \(q\leq 0\), while \(q\geq 0\), and hence \(q=0\).
If \(m{\gt}1\) then \(q{\lt}1\).
Write
The polynomial \(g\) satisfies \(g(1)=m{\gt}1\). By continuity, we may choose \(s\in (0,1)\) such that \(g(s){\gt}1\). Since \(1-s{\gt}0\), the displayed identity gives \(f(s){\lt}s\). The continuous function \(f(t)-t\) is nonnegative at \(0\) and negative at \(s\), so it has a zero \(c\in [0,s]\). By lemma 2.5, \(q\leq c\leq s{\lt}1\).